| | Title | Authors / Editors | Date |
|
unige:140010 |
A simple R-estimation method for semiparametric duration models |
Hallin, Marc; La Vecchia, Davide |
2020 |
|
unige:129395 |
A higher-order correct fast moving-average bootstrap for dependent data |
La Vecchia, Davide; Moor, Alban; Scaillet, Olivier |
2020 |
|
unige:129396 |
Saddlepoint approximations for spatial panel data models |
Jiang, Chaonan; La Vecchia, Davide; Ronchetti, Elvezio; Scaillet, Olivier |
2020 |
|
unige:125551 |
Saddlepoint approximations for short and long memory time series: a frequency domain approach |
La Vecchia, Davide; Ronchetti, Elvezio |
2019 |
|
unige:91879 |
R-estimation in semiparametric dynamic location-scale models |
Hallin, Marc; La Vecchia, Davide |
2017 |
|
unige:87510 |
Saddlepoint approximations in the frequency domain |
La Vecchia, Davide; Ronchetti, Elvezio |
2016 |
|
unige:75148 |
Stable Asymptotics for M-estimators |
La Vecchia, Davide |
2015 |
|
unige:75149 |
Robust heart rate variability analysis by generalized entropy minimization |
La Vecchia, Davide; Ferrari, Davide; Camponovo, Lorenzo |
2015 |
|
unige:75157 |
Semiparametrically Efficient R-Estimation for Dynamic Location-Scale Models |
La Vecchia, Davide; Hallin, Marc |
2014 |
|
unige:75147 |
Realizing smiles: Options pricing with realized volatility |
Corsi, Fulvio; Fusari, Nicola; La Vecchia, Davide |
2013 |
|
unige:75150 |
On robust estimation via pseudo-additive information |
La Vecchia, Davide; Ferrari, Davide |
2012 |
|
unige:28784 |
Higher-Order Infinitesimal Robustness |
La Vecchia, Davide; Ronchetti, Elvezio; Trojani, Fabio |
2012 |
|
unige:75146 |
Realizing smiles: options pricing with realized volatility |
La Vecchia, Davide; Corsi, Fulvio; Fusari, Nicola |
2011 |
|
unige:75160 |
Realizing smiles: options pricing with realized volatility |
La Vecchia, Davide; Corsi, Fulvio; Fusari, Nicola |
2011 |
|
unige:75349 |
Contributions to robustness theory |
La Vecchia, Davide |
2011 |
|
unige:75145 |
Infinitesimal robustness for diffusions |
La Vecchia, Davide; Trojani, Fabio |
2010 |
|
unige:75154 |
Higher-order robustness |
La Vecchia, Davide; Ronchetti, Elvezio; Trojani, Fabio |
2009 |
|
unige:75155 |
Options pricing with realized volatility |
La Vecchia, Davide; Corsi, Fulvio; Fusari, Nicola |
2009 |
|
unige:75156 |
A fully parametric approach to minimum power-divergence estimation |
La Vecchia, Davide; Ferrari, Davide |
2009 |
|
unige:75158 |
Infinitesimal robustness for diffusions |
La Vecchia, Davide; Trojani, Fabio |
2008 |
La Vecchia, Davide
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